Skip to Content
The Analytics of Risk Model Validation
book

The Analytics of Risk Model Validation

by George A. Christodoulakis, Stephen Satchell
November 2007
Intermediate to advanced content levelIntermediate to advanced
216 pages
7h 20m
English
Academic Press
Content preview from The Analytics of Risk Model Validation

About the editors

Dr George Christodoulakis is an expert in quantitative finance, focusing on financial theory and the econometrics of credit and market risk. His research work has been published in international refereed journals such as Econometric Reviews, the European Journal of Operational Research and the Annals of Finance and he is a frequent speaker at international conferences. Dr Christodoulakis has been a member of the faculty at Cass Business School City University and the University of Exeter, an Advisor to the Bank of Greece and is now appointed at Manchester Business School, University of Manchester. He holds two masters degrees and a doctorate from the University of London.

Dr Stephen Satchell is a Fellow of Trinity College, Reader ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Rating Based Modeling of Credit Risk

Rating Based Modeling of Credit Risk

Stefan Trueck, Svetlozar T. Rachev

Publisher Resources

ISBN: 9780750681582